+23.5%
DG vs PTC
+30.6%
-7.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +0.7% | +0.8% | -0.1% | +0.6% |
| 30D | +7.4% | +0.7% | +6.7% | +7.4% |
| 3M | +8.5% | +32.6% | -24.1% | +5.8% |
| 6M | +21.9% | +33.6% | -11.7% | +18.0% |
| YTD | +4.9% | +12.4% | -7.5% | +2.0% |
| 1Y | +40.4% | +11.2% | +29.2% | +36.5% |
| 3Y | +23.5% | +31.7% | -8.2% | +18.7% |
| All | +23.5% | +30.6% | -7.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling